+4.4%
EXC vs TPG
-6.0%
+10.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +0.3% | -2.4% | +2.7% | +0.2% |
| 30D | -3.7% | +11.1% | -14.8% | -3.4% |
| 3M | -1.3% | +26.3% | -27.5% | -0.5% |
| 6M | -9.7% | +18.3% | -28.1% | -9.2% |
| YTD | +2.9% | -14.4% | +17.3% | +3.7% |
| 1Y | +4.4% | -6.7% | +11.1% | +5.0% |
| All | +4.4% | -6.0% | +10.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling